Markov processes, Gaussian processes, and local times

By Michael B. Marcus

Subjects: MATHEMATICS, Stochastic processes, Stochastic Processes, Markov processes, Local times (Stochastic processes), Gaussian processes, Probability & Statistics

Description: Two foremost researchers present important advances in stochastic process theory by linking well understood (Gaussian) and less well understood (Markov) classes of processes. It builds to this material through 'mini-courses' on the relevant ingredients, which assume only measure-theoretic probability. This original, readable book is for researchers and advanced graduate students.